Anic Equity¶

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Total return since start: 0.604 %¶

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Equity now: -----------------------------> 48992.19 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 44823.31 Kr¶

PnL: ---------------------------------------> -124.69 Kr¶

DD now: ---------------------------------> -7.771 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-03 21:25:02.325045'

Anic Portfolio¶

This Week¶

Return: -0.631 %¶

Total portfolio value¶

Return including deposits: 60.388 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 -0.350000 1660.860000 193.320000 13.170000 1467.540000
Sedana Medical 93 2.140000 2568.660000 53.940000 2.140000 2514.720000
Hoist Finance 35 2.680000 1004.500000 26.250000 2.680000 978.250000
Atrium Ljungberg B 5 2.090000 952.500000 19.500000 2.090000 933.000000
Orrön Energy 180 0.790000 2056.500000 18.900000 0.930000 2037.600000
JM 6 1.810000 877.800000 15.600000 1.810000 862.200000
Sagax B 4 1.740000 866.800000 14.800000 1.740000 852.000000
Catena 2 1.720000 803.200000 13.600000 1.720000 789.600000
Platzer Fastigheter Holding B 12 1.130000 969.600000 10.800000 1.130000 958.800000
HEXPOL B 9 -0.090000 1027.800000 9.900000 0.970000 1017.900000
Sagax A 4 0.000000 860.000000 8.000000 0.940000 852.000000
BioGaia B 8 0.690000 934.400000 6.400000 0.690000 928.000000
Hexatronic Group 12 0.370000 968.160000 3.600000 0.370000 964.560000
Clas Ohlson B 12 0.370000 974.400000 3.600000 0.370000 970.800000
Biotage 7 0.370000 942.900000 3.500000 0.370000 939.400000
Bilia A 8 0.090000 900.000000 2.400000 0.270000 897.600000
Gränges 9 0.190000 927.900000 1.800000 0.190000 926.100000
AcadeMedia 8 -0.500000 400.800000 -0.400000 -0.100000 401.200000
ASSA ABLOY B 3 -0.150000 775.800000 -1.200000 -0.150000 777.000000
Byggmax Group 33 -0.140000 953.040000 -1.320000 -0.140000 954.360000
EQT 4 -0.190000 828.000000 -1.600000 -0.190000 829.600000
SKF B 5 -0.640000 932.000000 -6.000000 -0.640000 938.000000
OX2 13 -0.750000 940.550000 -7.150000 -0.750000 947.700000
Alimak Group 11 -0.950000 917.400000 -8.800000 -0.950000 926.200000
Creaspac SPAC 39 -0.420000 3697.200000 -11.700000 -0.320000 3708.900000
Addnode Group B 11 -1.860000 901.450000 -17.050000 -1.860000 918.500000
Nordic Waterproofing Holding 7 -2.180000 943.600000 -21.000000 -2.180000 964.600000
VEF 909 -1.860000 1818.000000 -27.270000 -1.480000 1845.270000
Latour B 4 -4.350000 818.000000 -37.200000 -4.350000 855.200000
Vitec Software Group B 2 -3.870000 1042.000000 -42.000000 -3.870000 1084.000000
Bufab 3 -4.830000 1053.000000 -53.400000 -4.830000 1106.400000
Indutrade 5 -4.410000 1161.000000 -53.500000 -4.410000 1214.500000
Hexagon B 26 -1.770000 3390.400000 -61.100000 -1.770000 3451.500000
INVISIO 16 -2.170000 3600.000000 -80.000000 -2.170000 3680.000000
BHG Group 97 -6.930000 1355.090000 -99.910000 -6.870000 1455.000000
TOTAL 44823.310000 -124.690000 -7.77133% 44948.000000

Updated:¶

'2023-07-03 21:22:23.054048'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶